Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 161 CHF | 98 911 CHF | 100,00% | 100,00% |
19/11/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 100 847 CHF | 101 597 CHF | 100,00% | 100,00% |
18/11/2024 | 0,74% | 1,32 CHF | 1,33 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 100 566 CHF | 101 316 CHF | 100,00% | 100,00% |
15/11/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 265 CHF | 99 015 CHF | 100,00% | 100,00% |
14/11/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 388 CHF | 96 138 CHF | 99,27% | 99,27% |
13/11/2024 | 0,81% | 1,27 CHF | 1,28 CHF | 75 000 | 75 000 | 74 437 | 74 437 | 93 044 CHF | 93 794 CHF | 99,40% | 99,40% |
12/11/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 92 692 CHF | 93 442 CHF | 100,00% | 100,00% |
11/11/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 200 CHF | 89 950 CHF | 100,00% | 100,00% |
08/11/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 674 CHF | 90 424 CHF | 100,00% | 100,00% |
07/11/2024 | 0,89% | 1,18 CHF | 1,19 CHF | 75 000 | 75 000 | 73 704 | 73 704 | 84 899 CHF | 85 654 CHF | 99,23% | 99,23% |